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variance equation in GARCH

Posted: Thu Aug 09, 2012 11:50 pm
by jeffrey802
hi
i am very confued by the variance equation edit box in eviews. whenever i try to add a lag term of GARCH into the variance equation, eviews reminds me the GRACH is undefined? does the eview can only recognise the series in the workfile?Is it possible to include a Garch(-1) term into the variance equation in eviews? thank you in advance

variance equation in GARCH

Posted: Fri Aug 10, 2012 12:10 am
by EViews Gareth
It only recognizes series in the workfile.

Re: variance equation in GARCH

Posted: Fri Aug 10, 2012 12:40 am
by jeffrey802
i see, so the only way to include the GARCH(-1) into the variance equation is programming. can i get any guide for programming this problem?thank you for the reply

Re: variance equation in GARCH

Posted: Fri Aug 10, 2012 12:44 am
by jeffrey802
i see, so the only way to include the grach(-1) is programming. where can i get the codes for grach in eviews 7? thank you